The size you're referring to is 35mm. It's the choice of most professional photographers and presenters because it is available in a wider range of film speeds and 'emulsion' types than any other format. This gives you a great deal of flexibility when taking photos for your presentation. 35mm film is also cheaper than larger formats and are returned from the lab, ready to be placed in a standard slide projector or onto a light box. This makes it a truly convenient format, which is used and accepted around the world.
Some slide (or 'transparency') films come with a return mailer, which allows you to post your exposed film off for processing. It will then be returned to you in the mail as a box of slides. This is fine if you have plenty of time on your hands, because it can take up to two weeks to get your slides back. With this system, you pay for the processing when you buy the film.
If you don't want to be at the whim of the mailman, you should buy film which does not include processing. This way it's actually possible to get slides processed via the photo counter at your local chemist, but this too, may take a week or more.
Your best bet is to buy film (without processing included) and take the exposed roll to a professional, commercial photolab. Most labs can process your film and produce your slides in around two to three hours. It may a cost a little more, but it's fast and if you go to a reputable lab, you'll get very high quality results.
If you don't know of any processing labs in your area, check the phone book under 'Photographic Processing Services -- Professional'. If you find you have a few labs to choose from, here are some questions you ought to answer before you make your selection.